+3,247.8%
PEP vs FITB
+2,780.8%
+467.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +2.9% | -1.5% | +4.5% | +3.1% |
| 30D | +14.2% | +5.8% | +8.4% | +13.5% |
| 3M | +3.2% | -6.1% | +9.3% | +3.9% |
| 6M | -7.4% | +5.9% | -13.4% | -8.2% |
| YTD | +1.5% | +16.1% | -14.6% | -0.6% |
| 1Y | +3.9% | +28.8% | -25.0% | +0.4% |
| 3Y | -5.5% | +126.0% | -131.5% | -15.4% |
| 5Y | +0.1% | +45.3% | -45.2% | -6.8% |
| 10Y | +82.1% | +255.4% | -173.3% | +46.2% |
| All | +3,247.8% | +2,780.8% | +467.0% | +997.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling